英文名: Econometrics by Fumio Hayashi
- econometrics by hayashi.PDF
简介:这是欧美最流行的优秀理论计量经济学教材,逻辑非常严谨,论证非常严密,超级棒。诚然最好的未必适合你,但如果你想成为最好的之一,你早晚要把这本书啃掉。如果现在啃不掉,先放冰箱储存。
作者简介:林文夫,日本人,先后毕业于东京大学和哈佛大学,曾先后在美国西北大学、宾夕法尼亚大学和哥伦比亚大学任教,现在日本一桥大学教书,是日本最负盛名的经济学家之一。
亚马逊计量经济学类畅销书第一名,神马格林《计量经济分析》(应用计量经济学教材)都是浮云。这本书外行根本不敢评论,所以亚马逊上草根的评论几乎一致顶级片,五颗星。如果不相信草根的眼光,看看以下超一流大学的超一流教授(以下几位教授都是美国超一流教授,前两位得过经济学“小诺贝尔奖”——克拉克奖)是怎么爱恨交加的,说实话,他们的恨也许在于他们写不出那么好的书。呵呵。
林文夫自己在书中写道:这本书花费了我五年全部业余时间才写成...,一个享誉世界的计量经济学家,一个世界级的超一流教授花费5年心血打造一部教材,试问中国有这样的经济学家吗?
书评:
Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results.
"Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics."--Dale Jorgensen, Harvard University
"Econometrics will be a very useful book for intermediate and advanced graduate courses. It covers the topics with an easy to understand approach while at the same time offering a rigorous analysis. The computer programming tips and problems should also be useful to students. I highly recommend this book for an up-to-date coverage and thoughtful discussion of topics in the methodology and application of econometrics."--Jerry A. Hausman, Massachusetts Institute of Technology
"Econometrics covers both modern and classic topics without shifting gears. The coverage is quite advanced yet the presentation is simple. Hayashi brings students to the frontier of applied econometric practice through a careful and efficient discussion of modern economic theory. The empirical exercises are very useful. . . . The projects are carefully crafted and have been thoroughly debugged."--Mark W. Watson, Princeton University。
我的贡献:坛内仍然有这本书,我为什么还上传?
我上传的是英文原版pdf(正文内容),目录为扫描,绝对清晰,无论你是正在攻读经济学硕博学位,还是已经毕业多年,这本书真正值得你拥有。